mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes. The definition...
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known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval...
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framework. The Lebesgue–Stieltjes integral is the ordinary Lebesgue integral with respect to a measure known as the Lebesgue–Stieltjes measure, which may be...
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Montel's theorem Riemann–Stieltjes integral Stieltjes constants Stieltjes matrix Stieltjes moment problem Stieltjes polynomials Stieltjes transformation...
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Itô calculus (redirect from Itô integral)
central concept is the Itô stochastic integral, a stochastic generalization of the Riemann–Stieltjes integral in analysis. The integrands and the integrators...
30 KB (4,486 words) - 14:14, 26 August 2024
Lebesgue–Stieltjes integral, further developed by Johann Radon, which generalizes both the Riemann–Stieltjes and Lebesgue integrals. The Daniell integral, which...
69 KB (9,284 words) - 15:15, 31 October 2024
he is mostly known for the first rigorous formulation of the integral, the Riemann integral, and his work on Fourier series. His contributions to complex...
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Measure Sigma-algebra Lebesgue space Lebesgue–Stieltjes integration Riemann integral Henstock–Kurzweil integral This approach can be found in most treatments...
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Wikipedia page. Length Area Volume Probability Moving average Riemann sum Riemann–Stieltjes integral Bounded variation Jordan content Cauchy principal value...
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The Laplace–Stieltjes transform, named for Pierre-Simon Laplace and Thomas Joannes Stieltjes, is an integral transform similar to the Laplace transform...
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Henstock–Kurzweil integral or generalized Riemann integral or gauge integral – also known as the (narrow) Denjoy integral (pronounced [dɑ̃ʒwa]), Luzin integral or Perron...
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Riesz–Markov–Kakutani representation theorem (category Integral representations)
corresponding Lebesgue–Stieltjes measure, and the integral with respect to the Lebesgue–Stieltjes measure agrees with the Riemann–Stieltjes integral for continuous...
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theorem Riemann–Stieltjes integral Riemann series theorem Riemann sum Riemann–von Mangoldt formula Riemann hypothesis Generalized Riemann hypothesis...
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the style of a Riemann–Stieltjes integral). Many integration techniques of ordinary calculus can be used for the Stratonovich integral, e.g.: if f : R...
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: 13–15 Other integrals can be approximated by versions of the Gaussian integral. Fourier integrals are also considered. The first integral, with broad...
29 KB (5,991 words) - 16:10, 24 April 2024
Partitions are used in the theory of the Riemann integral, the Riemann–Stieltjes integral and the regulated integral. Specifically, as finer partitions of...
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Riemann–Stieltjes integration. Darboux integrals are named after their inventor, Gaston Darboux (1842–1917). The definition of the Darboux integral considers...
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same, but using the Riemann–Stieltjes integral, along with an appropriate function of bounded variation, gives a definition of integral equivalent to the...
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The formula is derived by applying integration by parts for a Riemann–Stieltjes integral to the functions A {\displaystyle A} and ϕ {\displaystyle \phi...
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of the Cauchy–Riemann equations. Note that for smooth complex-valued functions f of compact support on C the generalized Cauchy integral formula simplifies...
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The Riemann zeta function or Euler–Riemann zeta function, denoted by the Greek letter ζ (zeta), is a mathematical function of a complex variable defined...
71 KB (10,583 words) - 21:12, 7 November 2024
using the Riemann–Stieltjes integral, and where F {\displaystyle F} is the cumulative distribution function. This is simply the Laplace-Stieltjes transform...
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variation are precisely those with respect to which one may find Riemann–Stieltjes integrals of all continuous functions. Another characterization states...
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covers topics such as continuous functions, differentiation, the Riemann–Stieltjes integral, sequences and series of functions (in particular uniform convergence)...
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{\displaystyle f(t)=\int _{0}^{\infty }e^{-tx}\,dg(x),} the integral being a Riemann–Stieltjes integral. In more abstract language, the theorem characterises...
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Quantum calculus (section q-integral)
bounded on the interval (0, A] for some 0 ≤ α < 1. The q-integral is a Riemann–Stieltjes integral with respect to a step function having infinitely many...
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{R} }\lambda \,\mathrm {d} E_{\lambda }\,.} The integral is understood as a Riemann–Stieltjes integral, convergent with respect to the norm on B(H). In...
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the n-th moment of the probability distribution is given by the Riemann–Stieltjes integral μ n ′ = E [ X n ] = ∫ − ∞ ∞ x n d F ( x ) {\displaystyle \mu...
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Dirac delta function (section Indefinite integral)
against a continuous function can be properly understood as a Riemann–Stieltjes integral: ∫ − ∞ ∞ f ( x ) δ ( d x ) = ∫ − ∞ ∞ f ( x ) d H ( x ) . {\displaystyle...
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distribution Probability measure Quasiprobability distribution Riemann–Stieltjes integral application to probability theory List of probability distributions...
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